A necessary and sufficient condition for minimizing a convex Fréchet differentiable function on a certain hyperplane. (Q5927568)
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scientific article; zbMATH DE number 1579950
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English | A necessary and sufficient condition for minimizing a convex Fréchet differentiable function on a certain hyperplane. |
scientific article; zbMATH DE number 1579950 |
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A necessary and sufficient condition for minimizing a convex Fréchet differentiable function on a certain hyperplane. (English)
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2001
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A convex Fréchet differentiable function is minimized subject to a certain hyperplane at a point if the function is minimized in all directions which are defined by a finite set of vectors. The proposed approach is different from the Lagrange multiplier approach. At the end of this paper, a linear program is formulated to solve the case when the above given convex function is quadratic.
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convex function
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Fréchet differentiable
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quadratic programming
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